Zhihua Allen-Zhao

Zhihua Allen-Zhao

Xidian University - Xi'an / China
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 5285162
西安电子科技大学
person_outline Zhihua Allen-Zhao's MOST POPULAR ARTICLES
1-) Partly adaptive elastic net and its application to microarray classificationJ Li, Y Jia, Z ZhaoNeural Computing and Applications 22, 1193-1200, 2013322013
2-) A sparse enhanced indexation model with norm and its alternating quadratic penalty methodZ Zhao, F Xu, M Wang, C ZhangJournal of the Operational Research Society 70 (3), 433-445, 2019132019
3-) Adaptive projected gradient thresholding methods for constrained l 0 problemsZH Zhao, FM Xu, XY LiScience China Mathematics 58, 1-20, 2015102015
4-) Robust portfolio rebalancing with cardinality and diversification constraintsZ Zhao, F Xu, D Du, W MeihuaQuantitative Finance 21 (10), 1707-1721, 202172021
5-) CVaR-cardinality enhanced indexation optimization with tunable short-selling constraintsZ Zhao, H Wang, X Yang, F XuApplied Economics Letters 28 (3), 201-207, 202172021